When I mention my trip people often say they have never heard of the European Christmas markets. I'd never heard of them until 6 or 7 years ago when someone told me about their plans to visit them. So, I thought I'd look up some facts just in case you're also wondering.
Per Wikipedia the following helps sum up these markets. Christmas markets are street markets held as part of the Advent celebration. They are normally held in the town square or other open areas selling food, drink and seasonal items. They originated in the German-speaking parts of Europe with the earliest mention going back to the early 1300's.
In the larger cities there are Christmas markets anywhere there is open space where pedestrians might congregate. Our guide told us there were something like 26 in Vienna. Some were just small assemblages of the Alpine style huts while others were in court yards and parks easy walking distance from each other. Other markets were private and generally contained the highest quality goods. These markets would be on the grounds of a palace or someplace similar where attendees would have to pay an admission fee.
Today I have some pictures from the one inside the walls of the Old Town in Nurnberg.
These are typical vendors.
While most were decorated with greens and white lights on the outside the insides could be as full of items as this one featuring Christmas tree decorations.